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	The iron condor is an option strategy that earns money as long as the underlying asset price does move out of a predetermined price range. In this algorithm, that range is $775 to $827.5. At 02/01/2017, we long $750 put at $1.25 and short $775 put at $3.5. At the same time, we short $827.5 call at$2.3 and long $850 call at $0.75. At this moment, the GOOG share price is $799.55 all the options are out the money. At expiration date 02/17/2017, the share price of GOOG is $828.07. The long put, short put and long call expire worthless. The short call is exercised. Thus we wind up going short 100 shares of GOOG.
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